Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586312.1958 | 364700.0852 | 221612.1106 | 2527300.7005 | 541566.5394 | 1985734.1612 |
Total P&L (%) | 586.3122 | 364.7001 | 221.6121 | 2527.3007 | 541.5665 | 1985.7342 |
Avg Daily Profit (%) | 0.334 | 0.2077 | 0.1262 | 0.1863 | 0.1059 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68919 | -57770 | -49805 | -2590757 | -1901995 | -1185331 |
Profit Factor | 2.0739 | 2.2976 | 1.8365 | 1.2555 | 1.0985 | 1.4521 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 51.3514 | 48.2143 | 54.5455 | 51.3514 | 48.2143 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.9647 | 2.4678 | 1.5305 | 1.1894 | 1.1798 | 1.2101 |
Largest Winning Trade | 129614 | 129614 | 66558 | 1776958 | 912762 | 1776958 |
Largest Losing Trade | -31559 | -25187 | -31559 | -1141892 | -1141892 | -809709 |
Avg Bars in Trades | 46 | 28 | 63 | 46 | 28 | 63 |
Avg Bars in Winners | 55 | 33 | 75 | 55 | 33 | 75 |
Avg Bars in Losers | 36 | 24 | 49 | 36 | 24 | 49 |
Bars Traded | 5117 | 1600 | 3517 | 5117 | 1600 | 3517 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489442 | -168410 | -200484 | 295312 | -343830 | -170644 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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